+707.9%
P vs ACM
+147.1%
+560.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +3.5% |
| 7D | -9.6% | +6.9% | -16.5% | -12.7% |
| 30D | -33.4% | +19.1% | -52.5% | -39.6% |
| 3M | +14.2% | -6.9% | +21.1% | +16.0% |
| 6M | +31.6% | -12.0% | +43.6% | +36.9% |
| YTD | +53.5% | -25.1% | +78.6% | +73.6% |
| 1Y | +14.2% | -45.4% | +59.6% | +55.4% |
| 3Y | +190.5% | -6.9% | +197.4% | +183.7% |
| 5Y | +256.3% | +3.7% | +252.6% | +223.3% |
| 10Y | +707.9% | +135.8% | +572.1% | +327.4% |
| All | +707.9% | +147.1% | +560.7% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling